Wall Street & Technology’s article “JPMorgan To Be Haunted by Change in Risk Model” touches on a few items I mentioned in my European Trading Architecture Summit last year.
~ by mdavey on May 22, 2012.
Posted in Trading
fwiw the link to the slides didn’t work for me – there’s a survey and then a page with no link to the presentations
john said this on May 22, 2012 at 9:37 am | Reply
I believe you need to fill in the survey to get the slides
mdavey said this on May 22, 2012 at 8:06 pm | Reply
There are a lot of debate about whether VaR is working or not. This one tells us again when diaster happens, it is not VaR’s fault, it is people’s.
Ying said this on May 23, 2012 at 1:21 am | Reply
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